+4.6%
SHW vs UMAC
+488.3%
-483.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.2% | +2.3% | -1.0% |
| 7D | -4.5% | -4.0% | -0.5% | -4.4% |
| 30D | -12.7% | -9.4% | -3.3% | -12.7% |
| 3M | +4.7% | +3.0% | +1.7% | +4.5% |
| 6M | -3.4% | +27.2% | -30.6% | -4.4% |
| YTD | -1.3% | +84.7% | -86.0% | -3.1% |
| 1Y | -10.4% | +136.5% | -146.8% | -12.6% |
| All | +4.6% | +488.3% | -483.7% | -3.0% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded UMAC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling